-46.6%
COIN vs PWR
+601.8%
-648.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | -1.8% |
| 7D | -5.1% | +4.2% | -9.3% | -7.9% |
| 30D | +17.6% | -4.0% | +21.6% | +19.9% |
| 3M | +9.2% | -4.8% | +14.0% | +9.1% |
| 6M | -11.8% | +14.6% | -26.4% | -25.6% |
| YTD | -22.5% | +54.2% | -76.7% | -49.2% |
| 1Y | -45.9% | +67.1% | -113.0% | -66.7% |
| 3Y | +117.4% | +218.5% | -101.1% | -24.0% |
| 5Y | -29.4% | +466.3% | -495.7% | -84.7% |
| All | -46.6% | +601.8% | -648.4% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling